quant-core

Pure-math trading library for Rust. Zero I/O, zero async, WASM-compatible.

Crates

Crate	Description	Internal deps
quant-primitives	Candle, Interval, Symbol, Currency, Ticker, PositionConfig	none (leaf)
quant-indicators	18 technical indicators: MA, RSI, Bollinger, MACD, ATR, HRP...	quant-primitives
quant-metrics	Portfolio statistics: Sharpe, Sortino, drawdown, VaR, composition	none (standalone)

Dependency diagram

quant-primitives    quant-metrics
       ^
       |
quant-indicators

Usage

[dependencies]
quant-primitives = "0.4"
quant-indicators = "0.4"
quant-metrics    = "0.4"

use quant_primitives::{Candle, Interval, Symbol};
use quant_indicators::{Indicator, Sma, Rsi};
use quant_metrics::{sharpe_ratio, max_drawdown};

Versioning

Semver. The three crates version in lockstep (workspace-inherited version = "0.4.0").

License

MIT — see LICENSE-MIT.